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	param	t-stat
$ω$	5.0000	20.54
$α$	0.2147	17.65
$β$	0.8105	138.47
$γ$	-0.1542	-9.07

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CBOE EFA ETF Volatility Index GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE EFA ETF Volatility Index Analyses